Planing for the mother of all backtests for Forex and Crypto Currency algo trading
Before I go live trading, I plan to build a Python backtest set of scripts to test for:
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
I do believe i can get forex tick data from IQFeed, i may go back 10-15 years for it. I will then test for negative and positive average weightings. I can also do a test also week by week on running my simulated trading against the different scenarios with forecasted volatile currency pairs. I also want to compare on the expected Sortino vs Sharpe ratio to see how that does as well. Make sense?
It will take a while to implement. U think I could apply this type of test to crypto if I can get the tick data for a certain #’of months
Yes I don’t see why not, I’ve found Bittrex’s tick data for free online. It would make more sense to stick to long-only in crypto, unless you’re trading on margin with another broker like Bitfinex/Poloniex.